Local tail bounds for functions of independent random variables

Details Local tail bounds for functions of independent random variables Local tail bounds for functions of independent random variables

2007-12-11

arxiv.org/abs/0712.1686v1

Annals of Probability 2008, Vol. 36, No. 1, 143-159

Mathematics

Probability

Published in at http://dx.doi.org/10.1214/00911797000000088 the Annals of Probability (http://www.imstat.org/aop/) by the Inst

Scientific paper

10.1214/00911797000000088

It is shown that functions defined on $\{0,1,...,r-1\}^n$ satisfying certain conditions of bounded differences that guarantee sub-Gaussian tail behavior also satisfy a much stronger ``local'' sub-Gaussian property. For self-bounding and configuration functions we derive analogous locally subexponential behavior. The key tool is Talagrand's [Ann. Probab. 22 (1994) 1576--1587] variance inequality for functions defined on the binary hypercube which we extend to functions of uniformly distributed random variables defined on $\{0,1,...,r-1\}^n$ for $r\ge2$.

Affiliated with

Also associated with

No associations

Rating

Local tail bounds for functions of independent random variables does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Local tail bounds for functions of independent random variables, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Local tail bounds for functions of independent random variables will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-474294